-11.1%
CHRW vs LPLA
-16.5%
+5.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.7% |
| 7D | +4.9% | +15.7% | -10.8% | +1.9% |
| 30D | -4.8% | -6.2% | +1.4% | -4.1% |
| 3M | -13.1% | -12.0% | -1.1% | -11.8% |
| 6M | -16.3% | -2.7% | -13.6% | -16.6% |
| YTD | -15.8% | -12.5% | -3.3% | -14.1% |
| 1Y | -11.1% | -16.5% | +5.4% | -7.1% |
| All | -11.1% | -16.5% | +5.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling